gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-24 13:38:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

Merge branch 'dev'

Browse Source
This commit is contained in:
Miha Kralj
2024-09-30 19:09:26 -07:00
parent a29b09030b 11100b0685
commit 964a25814f
21 changed files with 375 additions and 69 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Tests/test_talib.cs
+10 -9
View File
@@ -6,9 +6,10 @@ public class TAlibTests
{
private readonly TBarSeries bars;
private readonly GbmFeed feed;
private Random rnd;
private readonly Random rnd;
private readonly double range;
private int period, iterations;
private int period;
private readonly int iterations;
private readonly double[] data;
private readonly double[] TALIB;
@@ -77,8 +78,8 @@ public class TAlibTests
foreach (TBar item in feed)
{ QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
Core.Dema(data, 0, QL.Length - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(QL.Length, TALIB.Count());
for (int i = QL.Length - 1; i > period*20; i--)
Assert.Equal(QL.Length, TALIB.Length);
for (int i = QL.Length - 1; i > period * 20; i--)
{
double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];
Assert.InRange(TALIB[i - outBegIdx] - QL[i].Value, -range, range);
@@ -97,8 +98,8 @@ public class TAlibTests
foreach (TBar item in feed)
{ QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
Core.Tema(data, 0, QL.Length - 1, TALIB, out int outBegIdx, out _, period);
Assert.Equal(QL.Length, TALIB.Count());
for (int i = QL.Length - 1; i > period*20; i--)
Assert.Equal(QL.Length, TALIB.Length);
for (int i = QL.Length - 1; i > period * 20; i--)
{
double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];
Assert.InRange(TALIB[i - outBegIdx] - QL[i].Value, -range, range);
@@ -139,9 +140,9 @@ public class TAlibTests
TSeries QL = new();
foreach (TBar item in feed)
{ QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
Core.T3(data, 0, QL.Length - 1, TALIB, out int outBegIdx, out _, optInTimePeriod: period, optInVFactor: 0.7);
Assert.Equal(QL.Length, TALIB.Count());
for (int i = QL.Length - 1; i > period*20; i--)
Core.T3(data, 0, QL.Length - 1, TALIB, out int outBegIdx, out _, optInTimePeriod: period, optInVFactor: 0.7);
Assert.Equal(QL.Length, TALIB.Length);
for (int i = QL.Length - 1; i > period * 20; i--)
{
double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];
Assert.InRange(TALIB[i - outBegIdx] - QL[i].Value, -range, range);